NYMEX Natural Gas Future August 2016
| Trading Metrics calculated at close of trading on 01-Jul-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2016 |
01-Jul-2016 |
Change |
Change % |
Previous Week |
| Open |
2.863 |
2.931 |
0.068 |
2.4% |
2.677 |
| High |
2.945 |
2.998 |
0.053 |
1.8% |
2.998 |
| Low |
2.851 |
2.891 |
0.040 |
1.4% |
2.667 |
| Close |
2.924 |
2.987 |
0.063 |
2.2% |
2.987 |
| Range |
0.094 |
0.107 |
0.013 |
13.8% |
0.331 |
| ATR |
0.093 |
0.094 |
0.001 |
1.1% |
0.000 |
| Volume |
160,700 |
114,642 |
-46,058 |
-28.7% |
708,867 |
|
| Daily Pivots for day following 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.280 |
3.240 |
3.046 |
|
| R3 |
3.173 |
3.133 |
3.016 |
|
| R2 |
3.066 |
3.066 |
3.007 |
|
| R1 |
3.026 |
3.026 |
2.997 |
3.046 |
| PP |
2.959 |
2.959 |
2.959 |
2.969 |
| S1 |
2.919 |
2.919 |
2.977 |
2.939 |
| S2 |
2.852 |
2.852 |
2.967 |
|
| S3 |
2.745 |
2.812 |
2.958 |
|
| S4 |
2.638 |
2.705 |
2.928 |
|
|
| Weekly Pivots for week ending 01-Jul-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.877 |
3.763 |
3.169 |
|
| R3 |
3.546 |
3.432 |
3.078 |
|
| R2 |
3.215 |
3.215 |
3.048 |
|
| R1 |
3.101 |
3.101 |
3.017 |
3.158 |
| PP |
2.884 |
2.884 |
2.884 |
2.913 |
| S1 |
2.770 |
2.770 |
2.957 |
2.827 |
| S2 |
2.553 |
2.553 |
2.926 |
|
| S3 |
2.222 |
2.439 |
2.896 |
|
| S4 |
1.891 |
2.108 |
2.805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.998 |
2.667 |
0.331 |
11.1% |
0.116 |
3.9% |
97% |
True |
False |
141,773 |
| 10 |
2.998 |
2.653 |
0.345 |
11.6% |
0.105 |
3.5% |
97% |
True |
False |
116,107 |
| 20 |
2.998 |
2.478 |
0.520 |
17.4% |
0.092 |
3.1% |
98% |
True |
False |
96,123 |
| 40 |
2.998 |
2.157 |
0.841 |
28.2% |
0.080 |
2.7% |
99% |
True |
False |
65,435 |
| 60 |
2.998 |
2.156 |
0.842 |
28.2% |
0.079 |
2.6% |
99% |
True |
False |
52,350 |
| 80 |
2.998 |
2.086 |
0.912 |
30.5% |
0.077 |
2.6% |
99% |
True |
False |
42,692 |
| 100 |
2.998 |
1.990 |
1.008 |
33.7% |
0.074 |
2.5% |
99% |
True |
False |
36,337 |
| 120 |
2.998 |
1.990 |
1.008 |
33.7% |
0.072 |
2.4% |
99% |
True |
False |
31,264 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.453 |
|
2.618 |
3.278 |
|
1.618 |
3.171 |
|
1.000 |
3.105 |
|
0.618 |
3.064 |
|
HIGH |
2.998 |
|
0.618 |
2.957 |
|
0.500 |
2.945 |
|
0.382 |
2.932 |
|
LOW |
2.891 |
|
0.618 |
2.825 |
|
1.000 |
2.784 |
|
1.618 |
2.718 |
|
2.618 |
2.611 |
|
4.250 |
2.436 |
|
|
| Fisher Pivots for day following 01-Jul-2016 |
| Pivot |
1 day |
3 day |
| R1 |
2.973 |
2.965 |
| PP |
2.959 |
2.943 |
| S1 |
2.945 |
2.921 |
|